NYMEX Natural Gas Future May 2013


Trading Metrics calculated at close of trading on 15-Apr-2013
Day Change Summary
Previous Current
12-Apr-2013 15-Apr-2013 Change Change % Previous Week
Open 4.175 4.227 0.052 1.2% 4.163
High 4.264 4.290 0.026 0.6% 4.264
Low 4.151 4.116 -0.035 -0.8% 4.004
Close 4.222 4.137 -0.085 -2.0% 4.222
Range 0.113 0.174 0.061 54.0% 0.260
ATR 0.119 0.123 0.004 3.3% 0.000
Volume 152,668 153,056 388 0.3% 1,038,980
Daily Pivots for day following 15-Apr-2013
Classic Woodie Camarilla DeMark
R4 4.703 4.594 4.233
R3 4.529 4.420 4.185
R2 4.355 4.355 4.169
R1 4.246 4.246 4.153 4.214
PP 4.181 4.181 4.181 4.165
S1 4.072 4.072 4.121 4.040
S2 4.007 4.007 4.105
S3 3.833 3.898 4.089
S4 3.659 3.724 4.041
Weekly Pivots for week ending 12-Apr-2013
Classic Woodie Camarilla DeMark
R4 4.943 4.843 4.365
R3 4.683 4.583 4.294
R2 4.423 4.423 4.270
R1 4.323 4.323 4.246 4.373
PP 4.163 4.163 4.163 4.189
S1 4.063 4.063 4.198 4.113
S2 3.903 3.903 4.174
S3 3.643 3.803 4.151
S4 3.383 3.543 4.079
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.290 4.004 0.286 6.9% 0.132 3.2% 47% True False 188,216
10 4.290 3.861 0.429 10.4% 0.132 3.2% 64% True False 199,356
20 4.290 3.861 0.429 10.4% 0.125 3.0% 64% True False 166,803
40 4.290 3.260 1.030 24.9% 0.106 2.6% 85% True False 112,240
60 4.290 3.260 1.030 24.9% 0.104 2.5% 85% True False 86,870
80 4.290 3.150 1.140 27.6% 0.104 2.5% 87% True False 68,576
100 4.290 3.150 1.140 27.6% 0.102 2.5% 87% True False 56,691
120 4.290 3.150 1.140 27.6% 0.100 2.4% 87% True False 48,256
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.028
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 5.030
2.618 4.746
1.618 4.572
1.000 4.464
0.618 4.398
HIGH 4.290
0.618 4.224
0.500 4.203
0.382 4.182
LOW 4.116
0.618 4.008
1.000 3.942
1.618 3.834
2.618 3.660
4.250 3.377
Fisher Pivots for day following 15-Apr-2013
Pivot 1 day 3 day
R1 4.203 4.169
PP 4.181 4.158
S1 4.159 4.148

These figures are updated between 7pm and 10pm EST after a trading day.

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